Warning: the following techniques are not for the faint of heart. Proceed with caution (and a strong stomach).
Simply throw your socks in the microwave and set it to "incinerate". Works best with cotton socks.
Read more about the Microwave MethodFor the truly committed sock burner, nothing less than utter destruction will do. Behold, the Sock Blender: a behemoth of a machine that will reduce your socks to naught but a memory.
Aka: "The Sock Shredder 4000", this behemoth has been known to burn through 20 pairs of socks in under 5 minutes. Not for the faint of heart.
Learn how to build your own Sock Blender Maintenance and Safety Precautions Sock Blender Repair: When things go terribly wrong